"Children and family come first," a source close to the estranged couple told PEOPLE earlier this year, with an additional insider adding, "Arnold and Maria will always come together when it comes to supporting and loving their children."

The family Christmas celebration comes amid online reports that Shriver is having second thoughts about ending her marriage.

The former couple, married 25 years before announcing their separation in May, have four children together: Katherine, Christina, Patrick and Christopher.